448 lines
16 KiB
Python
448 lines
16 KiB
Python
# -*- coding: utf-8 -*-
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# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
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# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
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import ccxt.async_support
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from ccxt.async_support.base.ws.cache import ArrayCacheBySymbolById
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from ccxt.base.types import Any, Balances, Int, Order, OrderBook, Str
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from ccxt.async_support.base.ws.client import Client
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from typing import List
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class bitrue(ccxt.async_support.bitrue):
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def describe(self) -> Any:
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return self.deep_extend(super(bitrue, self).describe(), {
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'has': {
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'ws': True,
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'watchBalance': True,
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'watchTicker': False,
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'watchTickers': False,
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'watchTrades': False,
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'watchMyTrades': False,
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'watchOrders': True,
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'watchOrderBook': True,
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'watchOHLCV': False,
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},
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'urls': {
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'api': {
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'open': 'https://open.bitrue.com',
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'ws': {
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'public': 'wss://ws.bitrue.com/market/ws',
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'private': 'wss://wsapi.bitrue.com',
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},
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},
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},
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'api': {
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'open': {
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'v1': {
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'private': {
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'post': {
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'poseidon/api/v1/listenKey': 1,
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},
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'put': {
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'poseidon/api/v1/listenKey/{listenKey}': 1,
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},
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'delete': {
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'poseidon/api/v1/listenKey/{listenKey}': 1,
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},
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},
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},
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},
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},
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'options': {
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'listenKeyRefreshRate': 1800000, # 30 mins
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'ws': {
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'gunzip': True,
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},
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},
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})
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async def watch_balance(self, params={}) -> Balances:
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"""
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watch balance and get the amount of funds available for trading or funds locked in orders
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https://github.com/Bitrue-exchange/Spot-official-api-docs#balance-update
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
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"""
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url = await self.authenticate()
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messageHash = 'balance'
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message: dict = {
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'event': 'sub',
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'params': {
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'channel': 'user_balance_update',
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},
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}
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request = self.deep_extend(message, params)
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return await self.watch(url, messageHash, request, messageHash)
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def handle_balance(self, client: Client, message):
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#
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# {
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# "e": "BALANCE",
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# "x": "OutboundAccountPositionTradeEvent",
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# "E": 1657799510175,
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# "I": "302274978401288200",
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# "i": 1657799510175,
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# "B": [{
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# "a": "btc",
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# "F": "0.0006000000000000",
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# "T": 1657799510000,
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# "f": "0.0006000000000000",
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# "t": 0
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# },
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# {
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# "a": "usdt",
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# "T": 0,
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# "L": "0.0000000000000000",
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# "l": "-11.8705317318000000",
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# "t": 1657799510000
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# }
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# ],
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# "u": 1814396
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# }
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#
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# {
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# "e": "BALANCE",
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# "x": "OutboundAccountPositionOrderEvent",
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# "E": 1670051332478,
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# "I": "353662845694083072",
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# "i": 1670051332478,
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# "B": [
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# {
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# "a": "eth",
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# "F": "0.0400000000000000",
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# "T": 1670051332000,
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# "f": "-0.0100000000000000",
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# "L": "0.0100000000000000",
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# "l": "0.0100000000000000",
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# "t": 1670051332000
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# }
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# ],
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# "u": 2285311
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# }
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#
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balances = self.safe_value(message, 'B', [])
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self.parse_ws_balances(balances)
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messageHash = 'balance'
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client.resolve(self.balance, messageHash)
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def parse_ws_balances(self, balances):
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#
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# [{
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# "a": "btc",
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# "F": "0.0006000000000000",
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# "T": 1657799510000,
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# "f": "0.0006000000000000",
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# "t": 0
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# },
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# {
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# "a": "usdt",
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# "T": 0,
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# "L": "0.0000000000000000",
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# "l": "-11.8705317318000000",
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# "t": 1657799510000
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# }]
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#
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self.balance['info'] = balances
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for i in range(0, len(balances)):
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balance = balances[i]
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currencyId = self.safe_string(balance, 'a')
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code = self.safe_currency_code(currencyId)
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account = self.account()
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free = self.safe_string(balance, 'F')
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used = self.safe_string(balance, 'L')
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balanceUpdateTime = self.safe_integer(balance, 'T', 0)
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lockBalanceUpdateTime = self.safe_integer(balance, 't', 0)
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updateFree = balanceUpdateTime != 0
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updateUsed = lockBalanceUpdateTime != 0
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if updateFree or updateUsed:
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if updateFree:
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account['free'] = free
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if updateUsed:
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account['used'] = used
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self.balance[code] = account
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self.balance = self.safe_balance(self.balance)
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async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
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"""
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watches information on user orders
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https://github.com/Bitrue-exchange/Spot-official-api-docs#order-update
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:param str symbol:
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:param int [since]: timestamp in ms of the earliest order
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:param int [limit]: the maximum amount of orders to return
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: A dictionary of `order structure <https://docs.ccxt.com/#/?id=order-structure>` indexed by market symbols
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"""
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await self.load_markets()
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if symbol is not None:
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market = self.market(symbol)
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symbol = market['symbol']
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url = await self.authenticate()
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messageHash = 'orders'
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message: dict = {
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'event': 'sub',
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'params': {
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'channel': 'user_order_update',
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},
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}
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request = self.deep_extend(message, params)
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orders = await self.watch(url, messageHash, request, messageHash)
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if self.newUpdates:
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limit = orders.getLimit(symbol, limit)
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return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
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def handle_order(self, client: Client, message):
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#
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# {
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# "e": "ORDER",
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# "i": 16122802798,
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# "E": 1657882521876,
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# "I": "302623154710888464",
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# "u": 1814396,
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# "s": "btcusdt",
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# "S": 2,
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# "o": 1,
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# "q": "0.0005",
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# "p": "60000",
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# "X": 0,
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# "x": 1,
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# "z": "0",
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# "n": "0",
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# "N": "usdt",
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# "O": 1657882521876,
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# "L": "0",
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# "l": "0",
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# "Y": "0"
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# }
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#
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parsed = self.parse_ws_order(message)
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if self.orders is None:
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limit = self.safe_integer(self.options, 'ordersLimit', 1000)
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self.orders = ArrayCacheBySymbolById(limit)
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orders = self.orders
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orders.append(parsed)
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messageHash = 'orders'
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client.resolve(self.orders, messageHash)
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def parse_ws_order(self, order, market=None):
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#
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# {
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# "e": "ORDER",
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# "i": 16122802798,
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# "E": 1657882521876,
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# "I": "302623154710888464",
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# "u": 1814396,
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# "s": "btcusdt",
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# "S": 2,
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# "o": 1,
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# "q": "0.0005",
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# "p": "60000",
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# "X": 0,
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# "x": 1,
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# "z": "0",
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# "n": "0",
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# "N": "usdt",
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# "O": 1657882521876,
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# "L": "0",
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# "l": "0",
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# "Y": "0"
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# }
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#
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timestamp = self.safe_integer(order, 'E')
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marketId = self.safe_string_upper(order, 's')
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typeId = self.safe_string(order, 'o')
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sideId = self.safe_integer(order, 'S')
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# 1: buy
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# 2: sell
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side = 'buy' if (sideId == 1) else 'sell'
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statusId = self.safe_string(order, 'X')
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feeCurrencyId = self.safe_string(order, 'N')
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return self.safe_order({
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'info': order,
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'id': self.safe_string(order, 'i'),
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'clientOrderId': self.safe_string(order, 'c'),
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'timestamp': timestamp,
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'datetime': self.iso8601(timestamp),
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'lastTradeTimestamp': self.safe_integer(order, 'T'),
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'symbol': self.safe_symbol(marketId, market),
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'type': self.parse_ws_order_type(typeId),
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'timeInForce': None,
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'postOnly': None,
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'side': side,
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'price': self.safe_string(order, 'p'),
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'triggerPrice': None,
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'amount': self.safe_string(order, 'q'),
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'cost': self.safe_string(order, 'Y'),
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'average': None,
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'filled': self.safe_string(order, 'z'),
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'remaining': None,
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'status': self.parse_ws_order_status(statusId),
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'fee': {
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'currency': self.safe_currency_code(feeCurrencyId),
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'cost': self.safe_number(order, 'n'),
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},
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}, market)
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async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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messageHash = 'orderbook:' + symbol
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marketIdLowercase = market['id'].lower()
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channel = 'market_' + marketIdLowercase + '_simple_depth_step0'
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url = self.urls['api']['ws']['public']
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message: dict = {
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'event': 'sub',
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'params': {
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'cb_id': marketIdLowercase,
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'channel': channel,
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},
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}
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request = self.deep_extend(message, params)
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return await self.watch(url, messageHash, request, messageHash)
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def handle_order_book(self, client: Client, message):
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#
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# {
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# "channel": "market_ethbtc_simple_depth_step0",
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# "ts": 1670056708670,
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# "tick": {
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# "buys": [
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# [
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# "0.075170",
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# "67.153"
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# ],
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# [
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# "0.075169",
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# "17.195"
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# ],
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# [
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# "0.075166",
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# "29.788"
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# ],
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# ]
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# "asks": [
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# [
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# "0.075171",
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# "0.256"
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# ],
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# [
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# "0.075172",
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# "0.160"
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# ],
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# ]
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# }
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# }
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#
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channel = self.safe_string(message, 'channel')
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parts = channel.split('_')
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marketId = self.safe_string_upper(parts, 1)
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market = self.safe_market(marketId)
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symbol = market['symbol']
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timestamp = self.safe_integer(message, 'ts')
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tick = self.safe_value(message, 'tick', {})
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if not (symbol in self.orderbooks):
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self.orderbooks[symbol] = self.order_book()
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orderbook = self.orderbooks[symbol]
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snapshot = self.parse_order_book(tick, symbol, timestamp, 'buys', 'asks')
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orderbook.reset(snapshot)
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messageHash = 'orderbook:' + symbol
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client.resolve(orderbook, messageHash)
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def parse_ws_order_type(self, typeId):
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types: dict = {
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'1': 'limit',
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'2': 'market',
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'3': 'limit',
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}
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return self.safe_string(types, typeId, typeId)
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def parse_ws_order_status(self, status):
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statuses: dict = {
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'0': 'open', # The order has not been accepted by the engine.
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'1': 'open', # The order has been accepted by the engine.
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'2': 'closed', # The order has been completed.
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'3': 'open', # A part of the order has been filled.
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'4': 'canceled', # The order has been canceled.
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'7': 'open', # Stop order placed.
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}
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return self.safe_string(statuses, status, status)
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def handle_ping(self, client: Client, message):
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self.spawn(self.pong, client, message)
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async def pong(self, client, message):
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#
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# {
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# "ping": 1670057540627
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# }
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#
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time = self.safe_integer(message, 'ping')
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pong: dict = {
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'pong': time,
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}
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await client.send(pong)
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def handle_message(self, client: Client, message):
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if 'channel' in message:
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self.handle_order_book(client, message)
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elif 'ping' in message:
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self.handle_ping(client, message)
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else:
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event = self.safe_string(message, 'e')
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handlers: dict = {
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'BALANCE': self.handle_balance,
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'ORDER': self.handle_order,
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}
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handler = self.safe_value(handlers, event)
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if handler is not None:
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handler(client, message)
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async def authenticate(self, params={}):
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listenKey = self.safe_value(self.options, 'listenKey')
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if listenKey is None:
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response = await self.openV1PrivatePostPoseidonApiV1ListenKey(params)
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#
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# {
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# "msg": "succ",
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# "code": 200,
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# "data": {
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# "listenKey": "7d1ec51340f499d85bb33b00a96ef680bda28869d5c3374a444c5ca4847d1bf0"
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# }
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# }
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#
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data = self.safe_value(response, 'data', {})
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key = self.safe_string(data, 'listenKey')
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self.options['listenKey'] = key
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self.options['listenKeyUrl'] = self.urls['api']['ws']['private'] + '/stream?listenKey=' + key
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refreshTimeout = self.safe_integer(self.options, 'listenKeyRefreshRate', 1800000)
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self.delay(refreshTimeout, self.keep_alive_listen_key)
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return self.options['listenKeyUrl']
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async def keep_alive_listen_key(self, params={}):
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listenKey = self.safe_string(self.options, 'listenKey')
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request: dict = {
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'listenKey': listenKey,
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}
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try:
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await self.openV1PrivatePutPoseidonApiV1ListenKeyListenKey(self.extend(request, params))
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#
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# ಠ_ಠ
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# {
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# "msg": "succ",
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# "code": "200"
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# }
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#
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except Exception as error:
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self.options['listenKey'] = None
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self.options['listenKeyUrl'] = None
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return
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refreshTimeout = self.safe_integer(self.options, 'listenKeyRefreshRate', 1800000)
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self.delay(refreshTimeout, self.keep_alive_listen_key)
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